-91.6%
SOXS vs DHR
+11.6%
-103.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.7% | +8.6% |
| 7D | +46.7% | +0.4% | +46.3% | +46.5% |
| 30D | +97.0% | +6.2% | +90.8% | +94.2% |
| 3M | +39.5% | +20.8% | +18.7% | +32.7% |
| 6M | -54.9% | +35.5% | -90.4% | -53.9% |
| YTD | -90.4% | +3.2% | -93.6% | -91.9% |
| 1Y | -91.6% | +10.7% | -102.3% | -93.4% |
| All | -91.6% | +11.6% | -103.2% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling